+144.6%
LLY vs RCAT
+373.0%
-228.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -6.4% | +7.9% | +1.6% |
| 7D | +1.6% | -5.6% | +7.2% | +1.7% |
| 30D | +21.5% | -27.0% | +48.5% | +22.1% |
| 3M | +16.4% | -57.9% | +74.3% | +18.3% |
| 6M | +51.5% | -59.4% | +110.9% | +53.6% |
| YTD | +33.9% | -46.9% | +80.8% | +33.8% |
| 1Y | +49.1% | -54.0% | +103.1% | +49.2% |
| 3Y | +144.6% | +378.4% | -233.8% | +127.3% |
| All | +144.6% | +373.0% | -228.4% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling